ARCH

ARCH models in Python: Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance)

Keywords for this software

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References in zbMATH (referenced in 2 articles )

Showing results 1 to 2 of 2.
Sorted by year (citations)

  1. Julien Siebert, Janek Groß, Christof Schroth: A systematic review of Python packages for time series analysis (2021) arXiv
  2. Hagenbjörk, Johan; Blomvall, Jörgen: Simulation and evaluation of the distribution of interest rate risk (2019)